fincad_fc_function

interface_example.py

import fincad_fc_function_call_builder as fc
from datetime import date

try:
    fc.initlib()
    print fc.fcBuildInformation()
    print fc.fcListFunctions()
    discount_curve = [[date(2011,8,2),1],
    [date(2011,8,3),0.999993734],
    [date(2011,8,4),0.999987467],
    [date(2011,8,11),0.999942236],
    [date(2011,9,6),0.999756853],
    [date(2011,10,4),0.999500202],
    [date(2011,11,4),0.999183635],
    [date(2012,2,6),0.998362482],
    [date(2012,5,8),0.997502901],
    [date(2012,8,6),0.996530402],
    [date(2013,1,17),0.994850586],
    [date(2013,4,16),0.993879376],
    [date(2013,7,17),0.992814122],
    [date(2013,10,17),0.991663674],
    [date(2014,1,16),0.990442718],
    [date(2014,8,4),0.978655701],
    [date(2015,8,4),0.958256571],
    [date(2016,8,4),0.935254387],
    [date(2018,8,6),0.860600255],
    [date(2021,8,4),0.764910425],
    [date(2026,8,4),0.599207931],
    [date(2031,8,4),0.446583632],
    [date(2036,8,4),0.346074011]]
    print fc.fcCashDepo(date(2011, 8, 2), date(2011, 8, 4), '3m', 1000000, 0.003148, 'Pay', 'CashUSD', discount_curve, ['Value', 'DV01'])

    # should throw a user level exception complaining about the discount curve being incorrect
    fc.fcCashDepo(date(2011, 8, 2), date(2011, 8, 4), '3m', 1000000, 0.003148, 'Pay', 'CashUSD', 'Not a discount curve', ['Value', 'DV01'])
except fc.UserLevelF3Error, e:
    print e

fc.shutdownlib()